Header in word office 2000 professional

I created several files, each file is a chapter. The pages are numbered squentially in each file and the title in the header is the same on all pages in each file. When I merge the files to obtain one single file, the header of chapter 1 shows up on all pages; the page numbering is OK. Here's how it ends up:

header of file 1 is say chapter 1
header of file 2 is chapter 2

header of the merged files: chapter 1 on all pages

Is there a way I can keep the headers unchanged in the merged files?

Another issue I have is that when I copy a text box from one file to and past it on another, the text in the box chages randomly. For instance, if the original text in the box is Figure 1, the text in the copied box becomes Figure 1, or any other thing that comes to your mind.

Is there a way to avoid changing the text in boxes when I copy and past into another file?